-40.9%
TSCO vs TEM
-15.5%
-25.4%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.2% | +1.1% |
| 7D | +0.8% | +0.9% | -0.1% | +0.7% |
| 30D | +5.5% | +38.4% | -32.9% | +2.6% |
| 3M | +20.0% | +23.7% | -3.7% | +17.3% |
| 6M | -29.8% | +26.0% | -55.8% | -31.4% |
| YTD | -28.7% | +9.4% | -38.1% | -30.4% |
| 1Y | -40.9% | -17.3% | -23.6% | -42.4% |
| All | -40.9% | -15.5% | -25.4% | -42.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TEM.
Daily Out/Under-Performance
Portfolio return minus TEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded TEM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling